-18.0%
DUOL vs BBWI
-68.8%
+50.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.3% | +1.4% | -3.1% |
| 7D | -11.8% | -4.4% | -7.4% | -10.7% |
| 30D | +1.5% | -7.4% | +8.9% | +3.2% |
| 3M | +18.1% | -2.2% | +20.4% | +17.5% |
| 6M | +38.7% | -16.3% | +55.0% | +42.4% |
| YTD | -20.7% | -9.1% | -11.5% | -21.1% |
| 1Y | -49.1% | -34.5% | -14.6% | -44.4% |
| 3Y | -11.0% | -47.0% | +35.9% | -3.2% |
| 5Y | -18.0% | -68.8% | +50.9% | +8.3% |
| All | -18.0% | -68.8% | +50.9% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BBWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling